-18.1%
DHR vs UMAC
+473.8%
-491.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -3.6% | -3.4% | -0.2% | -3.6% |
| 30D | -2.7% | -15.1% | +12.3% | -2.6% |
| 3M | +10.9% | -10.8% | +21.7% | +10.8% |
| 6M | +3.0% | +15.7% | -12.6% | +1.5% |
| YTD | -12.2% | +80.1% | -92.3% | -14.8% |
| 1Y | +3.3% | +116.7% | -113.4% | -0.6% |
| All | -18.1% | +473.8% | -491.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling